Humans inhabit environments that are both social and physical, and in this article we investigate if and how social identity processes shape the experience and negotiation of physically demanding environmental conditions. Specifically, we consider how severe cold can be interpreted and experienced in relation to group members' social identity. Our data comprise ethnographic observation and semi-structured interviews with pilgrims attending a month-long winter Hindu religious festival that is characterized by near-freezing conditions. The analysis explores (1) how pilgrims appraised the cold and how these appraisals were shaped by their identity as pilgrims; (2) how shared identity with other pilgrims led to forms of mutual support that made it easier to cope with the cold. Our findings therefore extend theorizing on social identity processes to highlight their relevance to physical as well as social conditions.